NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 48.30 48.09 -0.21 -0.4% 49.44
High 49.16 48.63 -0.53 -1.1% 49.46
Low 47.75 48.03 0.28 0.6% 46.48
Close 47.93 48.30 0.37 0.8% 48.45
Range 1.41 0.60 -0.81 -57.4% 2.98
ATR 1.36 1.31 -0.05 -3.5% 0.00
Volume 13,290 13,067 -223 -1.7% 60,872
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.12 49.81 48.63
R3 49.52 49.21 48.47
R2 48.92 48.92 48.41
R1 48.61 48.61 48.36 48.77
PP 48.32 48.32 48.32 48.40
S1 48.01 48.01 48.25 48.17
S2 47.72 47.72 48.19
S3 47.12 47.41 48.14
S4 46.52 46.81 47.97
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 57.07 55.74 50.09
R3 54.09 52.76 49.27
R2 51.11 51.11 49.00
R1 49.78 49.78 48.72 48.96
PP 48.13 48.13 48.13 47.72
S1 46.80 46.80 48.18 45.98
S2 45.15 45.15 47.90
S3 42.17 43.82 47.63
S4 39.19 40.84 46.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.16 46.48 2.68 5.5% 1.30 2.7% 68% False False 13,533
10 49.56 46.48 3.08 6.4% 1.29 2.7% 59% False False 15,513
20 49.56 44.49 5.07 10.5% 1.26 2.6% 75% False False 20,939
40 49.56 36.00 13.56 28.1% 1.37 2.8% 91% False False 21,020
60 49.56 36.00 13.56 28.1% 1.33 2.8% 91% False False 16,990
80 49.56 36.00 13.56 28.1% 1.35 2.8% 91% False False 14,684
100 49.56 36.00 13.56 28.1% 1.23 2.6% 91% False False 12,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 51.18
2.618 50.20
1.618 49.60
1.000 49.23
0.618 49.00
HIGH 48.63
0.618 48.40
0.500 48.33
0.382 48.26
LOW 48.03
0.618 47.66
1.000 47.43
1.618 47.06
2.618 46.46
4.250 45.48
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 48.33 48.46
PP 48.32 48.40
S1 48.31 48.35

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols